StockFetcher Forums · Filter Exchange · Fibonacci Zone Pivots for Day Trading<< 1 2 3 4 5 ... 6 >>Post Follow-up
Eman93
4,659 posts
msg #71140
Ignore Eman93
modified
2/2/2009 11:17:39 PM

edit

Eman93
4,659 posts
msg #71173
Ignore Eman93
2/4/2009 6:58:50 PM

I think the next step would be to build a statiscal scanner to find stocks that fit this method a high percentage of the time.

Find stocks that where the low is less than or = to S1 and grater than or = to SB1

do the same with the R1 and RB1 and the pivot

Run the percentages over,10, 30 and 100 days.

I will start working on it tonight but it may take some time.





Eman93
4,659 posts
msg #71186
Ignore Eman93
2/4/2009 9:29:50 PM

/*Fib Zone Pivots Screen*/

set{ hl, High 1 day ago + Low 1 day ago}
set{ hlc, hl + Close 1 day ago}
set{ piv, hlc / 3}
set{ dr, High 1 day ago - Low 1 day ago}
set{ dr5, 0.5 * dr}
set{ rs1, piv + dr5}
set{ rs2, piv + dr5}
set{ sp1, piv - dr5}
set{ sp2, piv - dr}
set{ dr618, 0.618 * dr}
set{ rb1, piv + dr618}
set{ sb1, piv - dr618}
set{ dr138, 1.382 * dr}
set{ rb2, piv + dr138}
set{ sb2, piv - dr138}


/* SELECTION CRITERIA */

Close below 100
Average Volume(30) is above 250000

set{ szone, count(low < sp1, 10) }
set{ sband, count( low > sb1, 10) }
set{ rzone, count( r1 < high, 10) }
set{ pivzone, count(piv < high, 10) }

set{ szonepct, szone / 10}
set{pivzonepct, pivzone / 10}
set{rzonepct, rzone / 10}

szonepct > 0.70
and pivzonepct > 0.70
and rzonepct > 0.70

add column pivzonepct
add column szonepct
add column rzonepct
add column Day Range 10

SORT COLUMN 8 DESCENDING

Eman93
4,659 posts
msg #71187
Ignore Eman93
2/4/2009 9:30:27 PM

I have it set for the last 10 days........
enjoy

chetron
2,817 posts
msg #71188
Ignore chetron
modified
2/4/2009 9:37:11 PM

clickableness......


Fetcher[

/*Fib Zone Pivots Screen*/

set{ hl, High 1 day ago + Low 1 day ago}
set{ hlc, hl + Close 1 day ago}
set{ piv, hlc / 3}
set{ dr, High 1 day ago - Low 1 day ago}
set{ dr5, 0.5 * dr}
set{ rs1, piv + dr5}
set{ rs2, piv + dr5}
set{ sp1, piv - dr5}
set{ sp2, piv - dr}
set{ dr618, 0.618 * dr}
set{ rb1, piv + dr618}
set{ sb1, piv - dr618}
set{ dr138, 1.382 * dr}
set{ rb2, piv + dr138}
set{ sb2, piv - dr138}


/* SELECTION CRITERIA */

Close below 100
Average Volume(30) is above 250000

set{ szone, count(low < sp1, 10) }
set{ sband, count( low > sb1, 10) }
set{ rzone, count( r1 < high, 10) }
set{ pivzone, count(piv < high, 10) }

set{ szonepct, szone / 10}
set{pivzonepct, pivzone / 10}
set{rzonepct, rzone / 10}

szonepct > 0.70
and pivzonepct > 0.70
and rzonepct > 0.70

add column pivzonepct
add column szonepct
add column rzonepct
add column Average Day Range(30)

SORT COLUMN 8 DESCENDING

]



chetron
2,817 posts
msg #71193
Ignore chetron
modified
2/5/2009 6:52:03 AM

how about.....

Fetcher[


/*Fib Zone Pivots Screen*/

set{ hl, High 1 day ago + Low 1 day ago}
set{ hlc, hl + Close 1 day ago}
set{ piv, hlc / 3}
set{ dr, High 1 day ago - Low 1 day ago}
set{ dr5, 0.5 * dr}
set{ rs1, piv + dr5}
set{ rs2, piv + dr5}
set{ sp1, piv - dr5}
set{ sp2, piv - dr}
set{ dr618, 0.618 * dr}
set{ rb1, piv + dr618}
set{ sb1, piv - dr618}
set{ dr138, 1.382 * dr}
set{ rb2, piv + dr138}
set{ sb2, piv - dr138}


/* SELECTION CRITERIA */

Close below 100
Average Volume(30) is above 250000

set{ szone, count(low < sp1, 10) }
set{ sband, count( low > sb1, 10) }
set{ rzone, count( r1 < high, 10) }
set{ pivzone, count(piv < high, 10) }

set{ szonepct, szone / 10}
set{pivzonepct, pivzone / 10}
set{rzonepct, rzone / 10}

szonepct above 0.70
szonepct 2 day ago below 0.70
pivzonepct below 0.70

add column pivzonepct
add column szonepct
add column rzonepct
add column Average Day Range(30)

SORT COLUMN 8 DESCENDING


]



Eman93
4,659 posts
msg #71218
Ignore Eman93
2/5/2009 8:09:12 PM

Thanks Chet.. I don't know how valuable these stats are, but one thing i can tell you is FAZ and FAS are being traded on these trend lines

chetron
2,817 posts
msg #71220
Ignore chetron
modified
2/5/2009 8:42:49 PM

how about....


Fetcher[

/*Fib Zone Pivots Screen*/

set{ hl, High 1 day ago + Low 1 day ago}
set{ hlc, hl + Close 1 day ago}
set{ piv, hlc / 3}
set{ dr, High 1 day ago - Low 1 day ago}
set{ dr5, 0.5 * dr}
set{ rs1, piv + dr5}
set{ rs2, piv + dr5}
set{ sp1, piv - dr5}
set{ sp2, piv - dr}
set{ dr618, 0.618 * dr}
set{ rb1, piv + dr618}
set{ sb1, piv - dr618}
set{ dr138, 1.382 * dr}
set{ rb2, piv + dr138}
set{ sb2, piv - dr138}


/* SELECTION CRITERIA */

Average Volume(30) is above 250000
close above 1
set{ szone, count(low < sp1, 10) }
set{ sband, count( low > sb1, 10) }
set{ rzone, count( r1 < high, 10) }
set{ pivzone, count(piv < high, 10) }

set{ szonepct, szone / 10}
set{pivzonepct, pivzone / 10}
set{rzonepct, rzone / 10}


rzonepct below 0.61
rzonepct above 0.391
pivzonepct above 0.79
szonepct below 0.61
szonepct above 0.391
average day range(30) above 13.9999

add column pivzonepct
add column szonepct
add column rzonepct
add column Average Day Range(30)

SORT COLUMN 8 DESCENDING
]



Eman93
4,659 posts
msg #71227
Ignore Eman93
modified
2/5/2009 10:40:33 PM

I dont think low above support band 1 helps much, I just wanted to get ride of stocks trending down hard...
Fetcher[
/*Fib Zone Pivots Screen 30 day*/

set{ hl, High 1 day ago + Low 1 day ago}
set{ hlc, hl + Close 1 day ago}
set{ piv, hlc / 3}
set{ dr, High 1 day ago - Low 1 day ago}
set{ dr5, 0.5 * dr}
set{ rs1, piv + dr5}
set{ rs2, piv + dr}
set{ sp1, piv - dr5}
set{ sp2, piv - dr}
set{ dr618, 0.618 * dr}
set{ rb1, piv + dr618}
set{ sb1, piv - dr618}
set{ dr138, 1.382 * dr}
set{ rb2, piv + dr138}
set{ sb2, piv - dr138}


/* SELECTION CRITERIA */

Close below 100
Close above 1
Average Volume(30) is above 250000

set { szone, count(low < sp1, 30) }
set { sband, count( low > sb1, 30) }
set { rzone, count( r1 > high, 30) }
set { pivzone, count(piv < high, 30) }
set { szonepct, szone / 30}
set { pivzonepct, pivzone / 30}
set { rzonepct, rzone / 30}

/* HOW MANY DAYS THE HIGH - OPEN > rs1 - sp1*/
/*set {hil, high - low}*/
/*set {srb, rs1 - sp1}*/
/*set {hlrb, hil - srb}*/
/*set {hlrbdays, count( hlrb > 0, 30) }*/
/*set {hlrpct, hlrbdays / 30) }*/

/* HOW MANY DAYS LOW > sb1*/
set {sb1low, count( sb1 > Low, 30) }
set {sb1lowpct, sb1low / 30}

/*How many days High above rs1*/
szonepct > 0.50
and pivzonepct > 0.50
and rzonepct > 0.50
and sb1lowpct > 0.5


add column pivzonepct
add column szonepct
add column rzonepct
add column Average Day Range (30)
add column sb1lowpct

SORT COLUMN 8 DESCENDING
]



Eman93
4,659 posts
msg #71228
Ignore Eman93
2/5/2009 10:48:44 PM

I think we are to use "average day range (n)"? n= number of days

StockFetcher Forums · Filter Exchange · Fibonacci Zone Pivots for Day Trading<< 1 2 3 4 5 ... 6 >>Post Follow-up

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